+80.4%
CLF vs ARWR
+1,009.4%
-929.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.3% |
| 7D | +16.0% | -17.9% | +33.9% | +19.7% |
| 30D | +1.6% | -18.9% | +20.5% | +5.2% |
| 3M | +6.7% | -46.0% | +52.7% | +18.7% |
| 6M | +21.1% | -40.3% | +61.5% | +31.2% |
| YTD | -1.6% | -29.0% | +27.4% | +2.6% |
| 1Y | +18.5% | +13.8% | +4.7% | +12.0% |
| 3Y | -21.0% | +74.9% | -95.9% | -35.8% |
| 5Y | -41.4% | -36.2% | -5.2% | -46.1% |
| All | +80.4% | +1,009.4% | -929.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling